In a heavy-bottomed saucepan, combine cream, milk, and sugar over medium-high heat. Heat until the sugar is completely dissolved and bubbles begin to form along the sides of the pot. Remove from heat before it comes to a boil.
In a small bowl, whisk together egg yolks. Add a small amount of hot cream mixture, one teaspoon at a time to egg mixture, whisking after each addition. This helps bring it to temperature without scrambling the eggs. Once 1/4 cup of the hot cream has been added to the yolks, pour the entire mixture into the pot and return to medium heat. Keep stirring until it thickens, about 3-4 minutes. Stir in vanilla. Pour the creme anglaise through a strainer and refrigerate until chilled.
To make Rice Pudding:
Combine the milk, sugar, rice, and salt in a saucepan over medium-high heat. Bring to a boil. Once it boils, reduce heat to low and let it gently simmer for 35-40 minutes, or until the rice is soft and the mixture is thick. As it begins to thicken, stir often to keep it from sticking to the bottom of the pan. Transfer to a bowl and let cool and set up in the refrigerator.
To make Whipped Cream:
In a bowl, whip heavy cream and vanilla until soft peaks form.
To assemble Rice Pudding:
Fold chilled creme anglaise into the rice pudding. Fold 1/2 of the whipped cream into the rice pudding, reserving some for garnish. Sprinkle with cinnamon.